Automated VWAP Trading

Discussion in 'Automated Trading' started by Duncan Krebs, Oct 6, 2014.

  1. I'm interested in getting some community input if I could be profitable with a trading system able to compute the VWAP across several hundred securities at 5,15,30... second intervals and automating my trading via Interactive Brokers on strong vwap breakout signals. Thanks! - Duncan Krebs
     
  2. What do you call vwap breakout? Show an example. A chart perhaps?